Wachemo University

Faculty of Engineering and Technology

Department of Electrical & Computer Engineering

Course Code ECEg2103

Course Title Probability and Random Process
Degree Program B. Sc in Electrical and Computer
Engineering
Module Name Advanced Engineering
Mathematics
Module Code ECEg-M2101
Module Coordinator Xx
Lecturer Xx
ECTS Credits 5
Contact Hours 2 Lecture 2 Tutorial 3 Practice or 0 Home study 3
Laboratory

Course Objectives & Competences to be Acquired

On successful completion of this course the students will be able to:
✓ Comprehend probability theory
✓ Understand functions, calculus and transformation of stochastic processes
✓ Specify stochastic processes as models
✓ Use stochastic processes to Electrical Engineering applications.
Course Description/Course Contents

1. Introduction to probability theory: including discrete and continuous random variables

2. Random variables and random distribution.
3. Discrete and continuous density functions; probabilityfunctions, calculus and transformation of
stochastic processes, characterization and specification of stochastic processes as models of signal
ensembles;
4. Stationery and Ergodicity: correlation and power spectral desnsity; the Wiener, Poission,
Markoff and Gaussian, Rayleigh process; orthogonal series and representation.
5. Representation of random processes: Random processes, Random process in linear
systems, application of random process,
6. Power Spectral Estimation and Stochastic Filter Design
Pre-requisites None
Semester Year II, Semester II
Status of Course Compulsory
Teaching & Learning Methods Lectures, tutorials, assignments and
simulations
Assessment/Evaluation & Grading System Exams, Quiz’s, Assignments and simulation
Attendance Requirements A student must attend at least 85 % of the
classes
Reference
[1] R.B.Ash & W.A. Gardner; Topics in Stochastic Processes- Wiley
[2] H.Stark & J.W Woods; probability and Random processes and estimation theory for
engineer(2/e)-PHI
[3] E.Wong & B.Hajek: Stochastic processes in Engineering systems-Springer Verlag.
[4] E.Wong: Introduction to Random Processes- Springer Verlag.
[5] Kenneth H.Rosen: Discrete Mathematics and its Applications-McGraw-Hill.
[6] Ochi.M.K. Applied probability ans Stochastic processes, John Wiley & Sons (1992).
[7] Peebles JR.,P.Z., Probability Random Variables and Random Signal principles, McGraw Hill
Inc., (1993)